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The U.S. Coast Guard is warning boaters to keep their distance from the gray whales frolicking in San Francisco Bay. (Published Saturday, March 10, 2012)

Updated at 3:39 PM PDT on Saturday, Mar 10, 2012

The whale watch continues in the San Francisco Bay. Our NBC helicopter captured new video of at least one whale inside the Bay late Friday afternoon.

Earlier in the week, two gray whales were seen wandering inside the Golden Gate. The whale on Friday could be one of the two or it could be a third whale that just happened to swim past the bridge during the same week.

A Whale Breaches

Boaters inside the Golden Gate are being warned to be on the look out for a mother whale and her calf. (Published Thursday, Nov. 8, 2012)

The Coast Guard is putting out the word to boaters to stay clear of the creatures.

The Farallones Marine Sanctuary says boaters who harass whales could face both civil and criminal penalties of up to $20,000.

According to federal law, boaters must stay 50 yards or more away from whales, as collisions could be disastrous for both the whales and the boats.

Coast Guard Officer Mark Leahey told Bay City News that there have been no reports of anyone getting in the way of the creatures.

The pair of gray whales was first spotted inside the Golden Gate on Wednesday near Crissy Field.

There were also sightings Thursday near Alcatraz and Yerba Buena Island.

The news is sure to attract people to the shorelines in hopes of getting a peak.

One windsurfer at Crissy Field said he tries to stop when he sees the whales so he doesn't scare them.

Steve Bodner got a good look at one of the whales. He said he could see barnacles on its body and smell the giant mammal. Not a pleasant smell he said, but it is a special treat to see them in the Bay.

Gray whales migrate north each year from their calving grounds off the Baja coast to their feeding grounds up in Alaska and it is not unusual for one or two to pay us a visit along the way.

According to experts, gray whales tend to swim close to the shore, and cow-calf pairs sometimes pause in surf zones for the calf to nurse or rest. That makes the potential for lots of whale watching from the San Francisco shoreline.

Dozens of people were out Thursday in hopes of catching a glimpse. Those numbers will likely increase each day the whales decide to stick around.

Below is some of the video captured earleir this week:

This just happens to the be the weekend of the San Francisco Ocean Film Festival, which runs through Sunday.

The festival is held at the Bay Theater on Pier 39 and includes films on sharks, surfing, and ocean exploration. You can find a schedule at www.oceanfilmfest.org.